Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47720.78 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46325.81 Kr¶

PnL: ---------------------------------------> -562.76 Kr¶

DD now: ---------------------------------> -1.869 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:27:04.619659'

Anic Portfolio¶

This Week¶

Return: -0.477 %¶

Total¶

Return: 56.106 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.750000 2768.500000 132.500000 5.030000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
SAAB B 8 1.410000 3455.200000 78.200000 2.320000 3377.000000
Boozt 12 0.850000 1711.200000 57.200000 3.460000 1653.999996
AcadeMedia 12 -1.660000 597.120000 40.120000 7.200000 557.000004
Corem Property Group B 59 -1.330000 614.190000 37.190000 6.450000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.080000 390.600000 35.600000 10.030000 355.000000
Resurs Holding 22 -0.510000 606.320000 32.320000 5.630000 573.999998
MedCap 2 -1.100000 451.000000 30.000000 7.130000 421.000000
HMS Networks 2 -2.590000 692.400000 19.400000 2.880000 673.000000
Swedbank A 3 -0.410000 578.700000 14.700000 2.610000 564.000000
Securitas B 6 -0.800000 583.920000 13.920000 2.440000 570.000000
Eastnine 4 -0.320000 504.800000 13.800000 2.810000 491.000000
Nordea Bank Abp 29 0.370000 3467.240000 13.240000 0.380000 3453.999992
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -1.800000 535.600000 8.600000 1.630000 527.000000
OEM International B 7 -0.520000 536.200000 8.200000 1.550000 527.999997
Coor Service Management Hold. 8 -0.370000 540.000000 8.000000 1.500000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Handelsbanken A 5 -0.090000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.070000 560.200000 -13.800000 -2.400000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
CTEK 13 -1.760000 508.300000 -25.700000 -4.810000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 1.750000 556.780000 -56.220000 -9.170000 612.999432
Sampo Oyj SDB 7 -0.550000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.650000 3606.200000 -149.800000 -3.990000 3756.000001
Fasadgruppen Group 35 1.370000 3626.000000 -185.000000 -4.850000 3810.999990
OX2 18 -1.550000 1425.600000 -238.400000 -14.330000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46289.300000 -599.270000 -1.94452% 46888.564618

Updated:¶

'2023-01-25 10:26:21.703352'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶